$31$ point

You have a standard mean$-$variance utility function. You are currently invested in an asset with mean return $39\%$ and standard deviation $6\mathrm{.}9.$ Another asset has a mean return of

$3\%$ and standard deviation $1\mathrm{.}5.$ What risk aversion parameter makes you indifferent between the two assets?

Enter your answer as a decimal rounded to three places.

Type your answer$-$